Runway

Notes

32996 observations, newest first
TEN R91308 measurements exit_odds part1
Supply chain2026-09-13 08:08
{"train":{"N":22,"target_pct":18.181818181818183,"stop_pct":77.27272727272727,"time_pct":4.545454545454546,"partial_pct":31.818181818181817,"holding_days_P10_P50_P90":[3.1,14,27.800000000000004]},"holdout":{"N":11,"target_pct":9.090909090909092,"stop_pct":72.72727272727273,"time_pct":18.181818181818183,"partial_pct":36.36363636363637,"holding_days_P10_P50_P90":[2,7,40]}}; Sep13 computed. Paper not fill; open mark not exit; scenario not forecast. https://runway.adityaperswal.workers.dev/data/stock-bars
TEN R91308 measurements regimes part1
Supply chain2026-09-13 08:08
{"train_vol_False":{"threshold":0.49766921362745864,"N":11,"mean_pct":-4.979243655700364,"win_pct":9.090909090909092},"train_vol_True":{"threshold":0.49766921362745864,"N":11,"mean_pct":8.278993984649436,"win_pct":63.63636363636363},"train_trend_False":{"threshold":0.15020692769219735,"N":11,"mean_pct":1.6020869109909561,"win_pct":36.36363636363637},"train_trend_True":{"threshold":0.15020692769219735,"N":11,"mean_pct":1.6976634179581163,"win_pct":36.36363636363637},"holdout_vol_False":{"threshold":0.49766921362745864,"N":10,"mean_pct":-0.9238586580800456,"win_pct":30},"holdout_vol_True":{"threshold":0.49766921362745864,"N":1,"mean_pct":14.604819822726899,"win_pct":100},"holdout_trend_False":{"threshold":0.15020692769219735,"N":8,"mean_pct":0.011650887933281617,"win_pct":37.5},"holdout_trend_True":{"threshold":0.15020692769219735,"N":3,"mean_pct":1.7576753794867301,"win_pct":33.33333333333333}}; Sep13 computed. Paper not fill; open mark not exit; scenario not forecast. https://runway.adityaperswal.workers.dev/data/stock-bars
TEN R91308 measurements simulations part1
Supply chain2026-09-13 08:08
{"0.025_False":{"paths":20000,"trades_per_path":20,"account_allocation_pct":2.5,"P05_P50_P95_return_pct":[-1.7394706983940837,0.5950594602989856,4.302078626309509],"loss_odds_pct":37.669999999999995,"DD95_pct":1.996790776351252},"0.025_True":{"paths":20000,"trades_per_path":20,"account_allocation_pct":2.5,"P05_P50_P95_return_pct":[-2.7602641710160034,-0.18509175110068,3.527043789726559],"loss_odds_pct":53.685,"DD95_pct":3.117589609674243},"0.1_False":{"paths":20000,"trades_per_path":20,"account_allocation_pct":10,"P05_P50_P95_return_pct":[-6.699565963280644,2.2250925304552194,17.909497223232034],"loss_odds_pct":37.964999999999996,"DD95_pct":7.72625829575527},"0.1_True":{"paths":20000,"trades_per_path":20,"account_allocation_pct":10,"P05_P50_P95_return_pct":[-10.695315303062419,-0.8119821152807294,14.851523333789322],"loss_odds_pct":54.035,"DD95_pct":12.007006576704322},"0.2_False":{"paths":20000,"trades_per_path":20,"account_allocation_pct":20,"P05_P50_P95_return_pct":[-13.086335615033901,4.361743633826776,38.61394275759643],"loss_odds_pct":38.365,"DD95_pct":14.885635457333512},"0.2_True":{"paths":20000,"trades_per_path":20,"account_allocation_pct":20,"P05_P50_P95_return_pct":[-20.586225122117956,-2.120076357527495,30.72162561911939],"loss_odds_pct":55.50000000000001,"DD95_pct":22.70967327143305}}; Sep13 computed. Paper not fill; open mark not exit; scenario not forecast. https://runway.adityaperswal.workers.dev/data/stock-bars
TEN R91308 measurements sizing part1
Supply chain2026-09-13 08:08
{"p":0.36363636363636365,"avg_win_pct":16.127687544137782,"avg_loss_pct":6.623160481047317,"b":2.435044053407493,"halfKelly_risk":0.05115039462288709,"full_USD":85.099,"quarter_USD":21.27475,"shares":0.44414926931106474,"total_loss_account_pct":2.5,"stop_loss_USD":1.1046658551670148,"gap30_loss_USD":6.3824250000000005}; Sep13 computed. Paper not fill; open mark not exit; scenario not forecast. https://runway.adityaperswal.workers.dev/data/stock-bars
TEN R91308 measurements holdout_liquidation_mark_0.0015 part1
Supply chain2026-09-13 08:08
{"return":13.812389323846318,"closed_N":11,"open_mark_pct":14.14737503197978,"mark_price":47.93,"mark_time":"2026-09-11 19:55:00+00:00","open_entry":"2026-08-18 13:50:00+00:00","stop":41.755,"target":50.234350000000006,"open_partial":true,"full_period_sampled_drawdown":16.280034199731762,"unliquidated_mark_return":13.949499188185888}; Sep13 computed. Paper not fill; open mark not exit; scenario not forecast. https://runway.adityaperswal.workers.dev/data/stock-bars
TEN R91308 measurements holdout_liquidation_mark_0.0005 part1
Supply chain2026-09-13 08:08
{"return":16.576931471418234,"closed_N":11,"open_mark_pct":14.375898476881233,"mark_price":47.93,"mark_time":"2026-09-11 19:55:00+00:00","open_entry":"2026-08-18 13:50:00+00:00","stop":41.755,"target":50.234350000000006,"open_partial":true,"full_period_sampled_drawdown":15.627364829776413,"unliquidated_mark_return":16.629544444371902}; Sep13 computed. Paper not fill; open mark not exit; scenario not forecast. https://runway.adityaperswal.workers.dev/data/stock-bars
TEN R91308 measurements holdout_stress part1
Supply chain2026-09-13 08:08
{"return":-0.2934677280485909,"drawdown":16.280034199734317,"win_rate":36.36363636363637,"sample":11,"mean_pct":0.28706433133141834,"median_pct":-4.862937486327123,"targets":1,"stops":8,"partials":4,"missing_checks":15,"affected_trades":3,"avg_days":16.545454545454547}; Sep13 computed. Paper not fill; open mark not exit; scenario not forecast. https://runway.adityaperswal.workers.dev/data/stock-bars
TEN R91308 measurements holdout part1
Supply chain2026-09-13 08:08
{"N":11,"mean_pct":0.4878393856296767,"quantiles_pct":[-6.185836652405785,-4.672472753718592,14.919344784080002],"IIDmean_CI95_pct":[-3.9250752363843193,5.5187124748046195],"block3mean_CI95_pct":[-2.6809597805334007,2.5591608992754376]}; Sep13 computed. Paper not fill; open mark not exit; scenario not forecast. https://runway.adityaperswal.workers.dev/data/stock-bars
TEN R91308 measurements train_stress part1
Supply chain2026-09-13 08:08
{"return":14.060286320068084,"drawdown":49.64338540563721,"win_rate":31.818181818181817,"sample":22,"mean_pct":1.446778358628809,"median_pct":-4.563803039498993,"targets":4,"stops":17,"partials":7,"missing_checks":76,"affected_trades":13,"avg_days":15.363636363636363}; Sep13 computed. Paper not fill; open mark not exit; scenario not forecast. https://runway.adityaperswal.workers.dev/data/stock-bars
TEN R91308 measurements train part1
Supply chain2026-09-13 08:08
{"N":22,"mean_pct":1.649875164474536,"quantiles_pct":[-10.027048123106264,-4.372739438679451,30.46415067444814],"IIDmean_CI95_pct":[-3.68445167880097,7.796336123520854],"block3mean_CI95_pct":[-3.751509958774943,9.431885816166073]}; Sep13 computed. Paper not fill; open mark not exit; scenario not forecast. https://runway.adityaperswal.workers.dev/data/stock-bars
TEN R91308 measurements coverage part1
Supply chain2026-09-13 08:08
{"daily":1682,"raw5":123209,"raw15":47537,"RTH5":121603,"factors":[1,5,5,5]}; Sep13 computed. Paper not fill; open mark not exit; scenario not forecast. https://runway.adityaperswal.workers.dev/data/stock-bars
TEN R91308 measurements open part1
Supply chain2026-09-13 08:08
{"refclose":42.16,"ceiling":42.02530353454919,"entry":"2026-08-18 13:50:00+00:00","entrydate":"2026-08-18","entrydi":1664,"entrypos":120303,"E":41.755,"R":2.286450000000009,"stop":41.755,"target":50.234350000000006,"partial":true,"legs":[{"pos":121529,"price":47.47,"weight":0.25,"time":"2026-09-11 13:50:00+00:00"}],"vol":0.2992315119742093,"trend":0.10756168298936575,"missing":4,"maxR":2.7990990399964892,"missing_auto":3,"missing_manager":1}; Sep13 computed. Paper not fill; open mark not exit; scenario not forecast. https://runway.adityaperswal.workers.dev/data/stock-bars
TEN R91308 gate paper trade 33 2026-08-03 = -4.743532391470328
Supply chain2026-09-13 08:07
{"refclose":40.12,"ceiling":39.9918211054581,"entry":"2026-08-03 13:50:00+00:00","entrydate":"2026-08-03","entrydi":1653,"entrypos":119526,"E":39.1,"R":1.758110000000002,"stop":37.34189,"target":48.45433,"partial":false,"legs":[{"pos":119986,"price":37.29,"weight":1,"time":"2026-08-11 16:30:00+00:00"}],"vol":0.34282742811284556,"trend":0.05875957290715528,"missing":2,"maxR":0.4493461728788291,"exit":"2026-08-11 16:30:00+00:00","exitdate":"2026-08-11","reason":"stop","days":7,"missing_auto":1,"missing_manager":1}; netpct fee1bp/slip5bp per side; paper not actual fill. DataSep13, raw15automatic/raw5manager, splits normalized, priorclose barriers and15bpslip net3R entrygate. https://runway.adityaperswal.workers.dev/data/stock-bars
TEN R91308 gate paper trade 32 2026-05-22 = -4.672472753718592
Supply chain2026-09-13 08:07
{"refclose":44.47,"ceiling":44.32792334396116,"entry":"2026-05-22 13:50:00+00:00","entrydate":"2026-05-22","entrydi":1605,"entrypos":115971,"E":43.44,"R":1.6805499999999967,"stop":41.75945,"target":52.60165000000001,"partial":false,"legs":[{"pos":116065,"price":41.46,"weight":1,"time":"2026-05-26 15:15:00+00:00"}],"vol":0.23775190635654422,"trend":0.11729251202623359,"missing":0,"maxR":0.03570259736395965,"exit":"2026-05-26 15:15:00+00:00","exitdate":"2026-05-26","reason":"stop","days":2,"missing_auto":0,"missing_manager":0}; netpct fee1bp/slip5bp per side; paper not actual fill. DataSep13, raw15automatic/raw5manager, splits normalized, priorclose barriers and15bpslip net3R entrygate. https://runway.adityaperswal.workers.dev/data/stock-bars
TEN R91308 gate paper trade 31 2026-03-25 = 14.604819822726899
Supply chain2026-09-13 08:07
{"refclose":39.53,"ceiling":39.40370608920137,"entry":"2026-03-25 13:50:00+00:00","entrydate":"2026-03-25","entrydi":1564,"entrypos":112854,"E":38.63,"R":2.40531,"stop":38.63,"target":49.44592999999999,"partial":true,"legs":[{"pos":115051,"price":43.8,"weight":0.25,"time":"2026-05-05 19:40:00+00:00"},{"pos":115885,"price":44.5,"weight":0.75,"time":"2026-05-20 19:40:00+00:00"}],"vol":0.5411570481357942,"trend":0.29396039869965884,"missing":0,"maxR":2.5027958974103113,"exit":"2026-05-20 19:40:00+00:00","exitdate":"2026-05-20","reason":"time","days":40,"missing_auto":0,"missing_manager":0}; netpct fee1bp/slip5bp per side; paper not actual fill. DataSep13, raw15automatic/raw5manager, splits normalized, priorclose barriers and15bpslip net3R entrygate. https://runway.adityaperswal.workers.dev/data/stock-bars
TEN R91308 gate paper trade 30 2026-03-11 = -5.918860025853956
Supply chain2026-09-13 08:07
{"refclose":37.76,"ceiling":37.639361040431154,"entry":"2026-03-11 13:50:00+00:00","entrydate":"2026-03-11","entrydi":1554,"entrypos":112079,"E":37.083,"R":2.057870000000001,"stop":35.02513,"target":45.96460999999999,"partial":false,"legs":[{"pos":112228,"price":34.93,"weight":1,"time":"2026-03-12 19:45:00+00:00"}],"vol":0.40128654371858413,"trend":0.3557523688825357,"missing":0,"maxR":0.3581372973025514,"exit":"2026-03-12 19:45:00+00:00","exitdate":"2026-03-12","reason":"stop","days":2,"missing_auto":0,"missing_manager":0}; netpct fee1bp/slip5bp per side; paper not actual fill. DataSep13, raw15automatic/raw5manager, splits normalized, priorclose barriers and15bpslip net3R entrygate. https://runway.adityaperswal.workers.dev/data/stock-bars
TEN R91308 gate paper trade 29 2026-03-03 = -3.4129336584127534
Supply chain2026-09-13 08:07
{"refclose":37.05,"ceiling":36.93162941069847,"entry":"2026-03-03 16:30:00+00:00","entrydate":"2026-03-03","entrydi":1548,"entrypos":111633,"E":36.015,"R":1.1340000000000003,"stop":34.881,"target":43.556999999999995,"partial":false,"legs":[{"pos":111771,"price":34.8276,"weight":1,"time":"2026-03-05 15:00:00+00:00"}],"vol":0.3516534154667295,"trend":0.41733457888167536,"missing":0,"maxR":0.5864197530864188,"exit":"2026-03-05 15:00:00+00:00","exitdate":"2026-03-05","reason":"stop","days":3,"missing_auto":0,"missing_manager":0}; netpct fee1bp/slip5bp per side; paper not actual fill. DataSep13, raw15automatic/raw5manager, splits normalized, priorclose barriers and15bpslip net3R entrygate. https://runway.adityaperswal.workers.dev/data/stock-bars
TEN R91308 gate paper trade 28 2026-01-09 = 15.233869745433104
Supply chain2026-09-13 08:07
{"refclose":25.09,"ceiling":25.00984026759581,"entry":"2026-01-09 16:30:00+00:00","entrydate":"2026-01-09","entrydi":1513,"entrypos":109050,"E":24.85,"R":1.0037200000000013,"stop":24.85,"target":28.821160000000003,"partial":true,"legs":[{"pos":109978,"price":27.08,"weight":0.25,"time":"2026-01-28 19:40:00+00:00"},{"pos":110921,"price":29.2,"weight":0.75,"time":"2026-02-18 14:30:00+00:00"}],"vol":0.38493233300134616,"trend":0.06674130745785889,"missing":6,"maxR":4.333877973936947,"exit":"2026-02-18 14:30:00+00:00","exitdate":"2026-02-18","reason":"target","days":27,"missing_auto":2,"missing_manager":4}; netpct fee1bp/slip5bp per side; paper not actual fill. DataSep13, raw15automatic/raw5manager, splits normalized, priorclose barriers and15bpslip net3R entrygate. https://runway.adityaperswal.workers.dev/data/stock-bars
TEN R91308 gate paper trade 27 2025-10-24 = -4.941175171641787
Supply chain2026-09-13 08:07
{"refclose":23.97,"ceiling":23.893418541820306,"entry":"2025-10-24 13:50:00+00:00","entrydate":"2025-10-24","entrydi":1461,"entrypos":105278,"E":23.82,"R":1.0922800000000024,"stop":22.727719999999998,"target":27.69684,"partial":false,"legs":[{"pos":107906,"price":22.6702,"weight":1,"time":"2025-12-16 16:30:00+00:00"}],"vol":0.3081344228587327,"trend":0.0898058252427183,"missing":7,"maxR":2.471893653641917,"exit":"2025-12-16 16:30:00+00:00","exitdate":"2025-12-16","reason":"stop","days":37,"missing_auto":2,"missing_manager":5}; netpct fee1bp/slip5bp per side; paper not actual fill. DataSep13, raw15automatic/raw5manager, splits normalized, priorclose barriers and15bpslip net3R entrygate. https://runway.adityaperswal.workers.dev/data/stock-bars
TEN R91308 gate paper trade 26 2025-09-16 = -5.52408799895483
Supply chain2026-09-13 08:07
{"refclose":23.34,"ceiling":23.26543132107159,"entry":"2025-09-16 13:50:00+00:00","entrydate":"2025-09-16","entrydi":1433,"entrypos":103181,"E":23.195,"R":1.2468700000000013,"stop":21.94813,"target":27.51561,"partial":false,"legs":[{"pos":104096,"price":21.94,"weight":1,"time":"2025-10-02 14:45:00+00:00"}],"vol":0.40173647421327263,"trend":0.1339821135849606,"missing":0,"maxR":0.3889739908731455,"exit":"2025-10-02 14:45:00+00:00","exitdate":"2025-10-02","reason":"stop","days":13,"missing_auto":0,"missing_manager":0}; netpct fee1bp/slip5bp per side; paper not actual fill. DataSep13, raw15automatic/raw5manager, splits normalized, priorclose barriers and15bpslip net3R entrygate. https://runway.adityaperswal.workers.dev/data/stock-bars
TEN R91308 gate paper trade 25 2025-09-02 = 1.40671111830597
Supply chain2026-09-13 08:07
{"refclose":22.25,"ceiling":22.178913748665074,"entry":"2025-09-02 13:50:00+00:00","entrydate":"2025-09-02","entrydi":1423,"entrypos":102407,"E":21.6,"R":0.6953700000000005,"stop":21.6,"target":26.28611,"partial":true,"legs":[{"pos":102785,"price":23.01,"weight":0.25,"time":"2025-09-08 19:40:00+00:00"},{"pos":102891,"price":21.5702,"weight":0.75,"time":"2025-09-10 15:30:00+00:00"}],"vol":0.3692690607987517,"trend":0.11067290576334776,"missing":0,"maxR":2.0708399844686953,"exit":"2025-09-10 15:30:00+00:00","exitdate":"2025-09-10","reason":"stop_BE","days":7,"missing_auto":0,"missing_manager":0}; netpct fee1bp/slip5bp per side; paper not actual fill. DataSep13, raw15automatic/raw5manager, splits normalized, priorclose barriers and15bpslip net3R entrygate. https://runway.adityaperswal.workers.dev/data/stock-bars
TEN R91308 gate paper trade 24 2025-05-15 = 9.78670783447033
Supply chain2026-09-13 08:07
{"refclose":18.21,"ceiling":18.151821094974874,"entry":"2025-05-15 13:50:00+00:00","entrydate":"2025-05-15","entrydi":1349,"entrypos":96856,"E":17.7859,"R":0.7082699999999988,"stop":17.7859,"target":21.60711,"partial":true,"legs":[{"pos":98407,"price":19.64,"weight":0.25,"time":"2025-06-13 19:40:00+00:00"},{"pos":99836,"price":19.52,"weight":0.75,"time":"2025-07-14 19:40:00+00:00"}],"vol":0.33804533785585755,"trend":0.10886421770165122,"missing":0,"maxR":5.074477247377417,"exit":"2025-07-14 19:40:00+00:00","exitdate":"2025-07-14","reason":"time","days":40,"missing_auto":0,"missing_manager":0}; netpct fee1bp/slip5bp per side; paper not actual fill. DataSep13, raw15automatic/raw5manager, splits normalized, priorclose barriers and15bpslip net3R entrygate. https://runway.adityaperswal.workers.dev/data/stock-bars
TEN R91308 gate paper trade 23 2025-01-14 = -6.452813278957614
Supply chain2026-09-13 08:07
{"refclose":20.36,"ceiling":20.294952086418917,"entry":"2025-01-14 16:30:00+00:00","entrydate":"2025-01-14","entrydi":1265,"entrypos":90567,"E":20.03,"R":0.9493000000000009,"stop":19.0807,"target":24.1979,"partial":false,"legs":[{"pos":90772,"price":18.76,"weight":1,"time":"2025-01-17 14:30:00+00:00"}],"vol":0.4756648750009619,"trend":0.11159128013060604,"missing":0,"maxR":0.4318971874012428,"exit":"2025-01-17 14:30:00+00:00","exitdate":"2025-01-17","reason":"stop","days":4,"missing_auto":0,"missing_manager":0}; netpct fee1bp/slip5bp per side; paper not actual fill. DataSep13, raw15automatic/raw5manager, splits normalized, priorclose barriers and15bpslip net3R entrygate. https://runway.adityaperswal.workers.dev/data/stock-bars
TEN R91308 gate paper trade 22 2024-09-17 = -5.270850137823235
Supply chain2026-09-13 08:07
{"refclose":25.53,"ceiling":25.448434517007612,"entry":"2024-09-17 13:50:00+00:00","entrydate":"2024-09-17","entrydi":1184,"entrypos":84455,"E":25.3999,"R":1.2502199999999952,"stop":24.149680000000004,"target":29.670959999999997,"partial":false,"legs":[{"pos":86033,"price":24.09,"weight":1,"time":"2024-10-15 19:30:00+00:00"}],"vol":0.36461172654733054,"trend":0.01986093645979725,"missing":1,"maxR":1.1918702308393783,"exit":"2024-10-15 19:30:00+00:00","exitdate":"2024-10-15","reason":"stop","days":21,"missing_auto":0,"missing_manager":1}; netpct fee1bp/slip5bp per side; paper not actual fill. DataSep13, raw15automatic/raw5manager, splits normalized, priorclose barriers and15bpslip net3R entrygate. https://runway.adityaperswal.workers.dev/data/stock-bars
TEN R91308 gate paper trade 21 2024-05-15 = -4.323800152014501
Supply chain2026-09-13 08:07
{"refclose":29.68,"ceiling":29.585175733050757,"entry":"2024-05-15 13:50:00+00:00","entrydate":"2024-05-15","entrydi":1099,"entrypos":78238,"E":29.485,"R":1.2118499999999983,"stop":28.27315,"target":33.900549999999996,"partial":false,"legs":[{"pos":79918,"price":28.244,"weight":1,"time":"2024-06-17 14:45:00+00:00"}],"vol":0.2678118789828446,"trend":0.15957702475366475,"missing":1,"maxR":1.5554730370920529,"exit":"2024-06-17 14:45:00+00:00","exitdate":"2024-06-17","reason":"stop","days":23,"missing_auto":0,"missing_manager":1}; netpct fee1bp/slip5bp per side; paper not actual fill. DataSep13, raw15automatic/raw5manager, splits normalized, priorclose barriers and15bpslip net3R entrygate. https://runway.adityaperswal.workers.dev/data/stock-bars
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